New control function approaches in threshold regression with endogeneity

DOI10.1017/S0266466623000014MaRDI QIDQ7030068zbMATH OpenFDO

Authors Ping Yu, Qin Liao, Peter C. B. Phillips

Publication date 10 February 2025

Published in Econometric Theory (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1017/S0266466623000014

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

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• Dynamic panel models with multi-threshold effects and endogeneity

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